Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPOthreshold and PPO.Entry.Timeframe

BEST PARAMETERS
PPOthreshold = -0.6
PPO.Entry.Timeframe = 15
Profit account= 126 (per day adjusted to desire% DD )
Activity = 5.06 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPOthreshold = -0.6 and PPO.Entry.Timeframe = 15

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
120 67098.96 851.03 6944.22 6 478 356 -23.1 -0.6 15 GBPJPY 23.14740 43.2013963 12960.4189 28987.688 34.061887 0.5616723 No
180 97933.66 874.60 17273.14 6 562 427 -57.6 -0.6 15 NZDUSD 57.57713 17.3680060 5210.4018 17009.124 19.447889 0.6425795 No
60 64783.20 849.99 11920.65 6 393 282 -39.7 -0.6 15 EURJPY 39.73550 25.1664129 7549.9239 16303.608 19.180940 0.4623584 No
270 207653.69 871.35 54299.53 9 378 267 -181.0 -0.6 15 USDJPY 180.99843 5.5249097 1657.4729 11472.679 13.166556 0.4338096 No
90 74117.02 858.32 28114.25 7 299 211 -93.7 -0.6 15 EURUSD 93.71417 10.6707453 3201.2236 7908.838 9.214324 0.3483549 No
150 104258.20 848.96 47674.34 7 382 282 -158.9 -0.6 15 GBPUSD 158.91447 6.2926933 1887.8080 6560.649 7.727866 0.4499623 No
30 20713.10 799.37 10184.07 7 139 100 -33.9 -0.6 15 EURGBP 33.94690 29.4577708 8837.3312 6101.618 7.633033 0.1738869 No
1 122178.38 869.06 63836.29 8 521 400 -212.8 -0.6 15 AUDUSD 212.78763 4.6995212 1409.8564 5741.799 6.606907 0.5994983 No
300 455086.90 874.14 408602.47 11 751 548 -1362.0 -0.6 15 XAUUSD 1362.00823 0.7342100 220.2630 3341.293 3.822378 0.8591301 Yes
240 94363.16 873.73 93965.60 8 300 212 -313.2 -0.6 15 USDCHF 313.21867 3.1926577 957.7973 3012.693 3.448082 0.3433555 Yes
210 274960.25 843.88 778200.95 11 224 165 -2594.0 -0.6 15 USDCAD 2594.00317 0.3855045 115.6514 1059.984 1.256084 0.2654406 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5